StockFetcher Forums · View by Author: Kevin_in_GA (3,430 messages) ·  [ Display By: Date / Subject ]<< 1 2 3 4 5 ... 343 >> 
Filter Exchange · PANGOLIN Z AND PANGOLIN W - FULL SYSTEM CODE
Kevin_in_GA
msg #122927
2/24/2015 9:03:53 PM

It will reduce the number of candidates - sometimes fewer trades looks better but a larger chunk of your money may sit idle if you only put 10% of your capital into any trade, and your actual equity return over time will be less.


Filter Exchange · Need help with RSI (2) formula
Kevin_in_GA
msg #122872
2/18/2015 11:18:27 AM

Hey Kevin,
Is there a way to do a reverse slow stochastics? If so, what is the verbiage? I've tried reverseslowstochastics and reverseslowstochastics fast but neither work.

++++++++

That's because these functions need to be developed by SF - they do not currently exist.

General Discussion · MULTIPLE SYMLISTS???
Kevin_in_GA
msg #122857
2/16/2015 2:10:55 PM

The other (easier) way to do this would simply be the have two copies of the filter, one set for "market is S&P 500" and the other set for "apply to symlist(...)". Not sure why I didn't think of this first.

Filter Exchange · TRADING DIVERGENCES ON THE S&P 500
Kevin_in_GA
msg #122856
2/16/2015 1:15:45 PM

It's a fully mechanical trading signal site - all signals are for the open of the next day, no discretionary trade or limit orders used. Pete (Overload) asked for current SS users to submit new trading systems for a beta trial. I played around with a few concepts (not posted in SF) that evolved into a decent set of systems and posted them.

What I like about it is that I do not have to enter any trades nightly like I did with the Pangolin systems on Collective2. Pete handles everything and makes sure that all is on the up and up with results reporting etc.

General Discussion · MULTIPLE SYMLISTS???
Kevin_in_GA
msg #122852
2/16/2015 8:30:40 AM

Create each as a watchlist, then just write

apply to watchlist(XXX,YYY) and that will combine them. Gives you the flexibility to change elements, but the total number of symbols in any watchlist is maxed at 200 so you need to make at least three for the S&P500 if you go this route.

Filter Exchange · PANGOLIN Z AND PANGOLIN W - FULL SYSTEM CODE
Kevin_in_GA
msg #122846
2/14/2015 11:03:14 AM

The Van Tharp position sizing is essentially impossible to backtest properly - I have yet to find a software platform that can do variable position sizing like this. One alternative is to keep trade sizes the same and increase the number of positions as your equity grows, but that can't be done in SF (or SS) at this time either.

Filter Exchange · TRADING DIVERGENCES ON THE S&P 500
Kevin_in_GA
msg #122842
2/13/2015 9:13:59 PM

And I look forward to catching up to you on signalinvesting.com !!

Filter Exchange · Need help with RSI (2) formula
Kevin_in_GA
msg #122835
2/13/2015 10:17:51 AM

"add column reversersi(2,50)"

Filter Exchange · TRADING DIVERGENCES ON THE S&P 500
Kevin_in_GA
msg #122834
modified
2/13/2015 10:17:11 AM

Starting in 2015 my focus is entirely on investment systems rather than trading systems - the main thrust being low frequency asset allocations rather than daily or weekly holding periods for individual stocks. I have looked at my trading record over the last few years - some mechanical and some purely discretionary - and while I have done OK I could have done just as well or better over the last 10 years using simple asset allocation strategies. I'll actually be publishing a set of strategies (mostly developed by others and validated by extensive backtesting) in a separate thread later this week.

My motto for 2015 - "there is nothing wrong with getting rich slowly and sleeping well every night."

Filter Exchange · PANGOLIN Z AND PANGOLIN W - FULL SYSTEM CODE
Kevin_in_GA
msg #122830
2/13/2015 9:16:52 AM

Yes - the Pangolin was an oddly compelling animal (sort of the offspring of an illicit affair between an armadillo and an anteater). When I was trying to create a unique name for the system, this just popped into my head.

Hopefully folks are reviewing this and tracking its progress over the next few months.

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